Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/07/2024 | 6,39% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 868 141 | 289 380 | 131 351 CHF | 46 677 CHF | 99,58% | 99,58% |
16/07/2024 | 6,43% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 841 364 | 280 455 | 126 470 CHF | 44 961 CHF | 99,57% | 99,57% |
15/07/2024 | 5,96% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 616 | 250 205 | 122 221 CHF | 43 242 CHF | 99,61% | 99,61% |
12/07/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 127 974 CHF | 45 158 CHF | 99,60% | 99,60% |
11/07/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 794 754 | 264 918 | 132 687 CHF | 46 878 CHF | 98,53% | 98,53% |
10/07/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 766 058 | 255 353 | 129 671 CHF | 45 777 CHF | 99,62% | 99,62% |
09/07/2024 | 5,73% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 757 324 | 252 441 | 128 321 CHF | 45 298 CHF | 99,58% | 99,58% |
08/07/2024 | 5,51% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 132 541 CHF | 46 680 CHF | 99,58% | 99,58% |
05/07/2024 | 4,77% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 153 838 CHF | 53 779 CHF | 99,47% | 99,47% |
04/07/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 645 CHF | 56 048 CHF | 99,37% | 99,37% |